re: #209 - to follow up on Leonardo Guizzetti 's comment, please see
and, if this is not what you mean, please clarify
Code:
help datetime##s4
help datetime##s4
. sysuse auto
(1978 automobile data)
. tempfile tboot
. qui bootstrap, reps(500) saving(`tboot'): reg price mpg, level(50)
. estat bootstrap, percentile
Linear regression Number of obs = 74
Replications = 500
------------------------------------------------------------------------------
| Observed Bootstrap
price | coefficient Bias std. err. [50% conf. interval]
-------------+----------------------------------------------------------------
mpg | -238.89435 -6.540619 56.911373 -283.3891 -206.8067 (P)
_cons | 11253.061 133.0593 1356.8499 10512.26 12328.61 (P)
------------------------------------------------------------------------------
Key: P: Percentile
. use `tboot'
(bootstrap: regress)
. sum, d
_b[mpg]
-------------------------------------------------------------
Percentiles Smallest
1% -380.3653 -436.6451
5% -344.9039 -410.6723
10% -324.1469 -385.3353 Obs 500
25% -283.3891 -385.0602 Sum of wgt. 500
50% -237.3672 Mean -245.435
Largest Std. dev. 56.91137
75% -206.8067 -121.5362
90% -175.8918 -111.9515 Variance 3238.904
95% -159.8261 -107.5473 Skewness -.2622398
99% -130.299 -100.4849 Kurtosis 2.846957
_b[_cons]
-------------------------------------------------------------
Percentiles Smallest
1% 8331.229 7704.635
5% 9282.614 7916.47
10% 9701.941 8226.62 Obs 500
25% 10512.26 8312.646 Sum of wgt. 500
50% 11250.26 Mean 11386.12
Largest Std. dev. 1356.85
75% 12328.61 14624.41
90% 13168.51 14663.63 Variance 1841042
95% 13638.37 14861 Skewness .1261091
99% 14560.25 15460.15 Kurtosis 2.709669
. centile *, c(25 75)
Binom. interp.
Variable | Obs Percentile Centile [95% conf. interval]
-------------+-------------------------------------------------------------
_b_mpg | 500 25 -283.3945 -288.5923 -277.2365
| 75 -206.7666 -212.8225 -200.2001
_b_cons | 500 25 10512.16 10293.56 10656.54
| 75 12332.11 12182.53 12567.85
Immediate form of two-sample t test
ttesti #obs1 #mean1 #sd1 #obs2 #mean2 #sd2 [, options2]
Immediate form of two-sample paired t test ttesti #obs #r #mean1 #sd1 #mean2 #sd2, paired [options]
clear webuse fuel summarize * Write the needed summary measures to the dataset quietly summarize mpg1 generate byte n = r(N) in 1 generate m1 = r(mean) in 1 generate sd1 = r(sd) in 1 quietly summarize mpg2 generate m2 = r(mean) in 1 generate sd2 = r(sd) in 1 quietly pwcorr mpg1 mpg2 generate r = r(rho) in 1 * Now compute the paired t-test from the summary data generate mdiff = m1-m2 generate sddiff = sqrt(sd1^2+sd2^2-2*r*sd1*sd2) generate sediff = sddiff/sqrt(n) generate tobs = mdiff/sediff generate byte df = n-1 generate pval = ttail(df,abs(tobs))*2 list mdiff-pval in 1 * Compare results to those from -ttest- ttest mpg1==mpg2
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